+31.8%
BA vs SM
+8.2%
+23.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +1.1% | -25.9% | +27.0% | +6.3% |
| 30D | -7.9% | -15.1% | +7.2% | -5.6% |
| 3M | -25.3% | +4.9% | -30.2% | -26.7% |
| 6M | -24.6% | +6.1% | -30.7% | -27.1% |
| YTD | -20.1% | +63.4% | -83.6% | -30.2% |
| 1Y | -11.8% | +72.5% | -84.2% | -23.9% |
| 3Y | -10.1% | -16.9% | +6.8% | -13.5% |
| 5Y | -22.7% | -10.6% | -12.1% | -30.2% |
| All | +31.8% | +8.2% | +23.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling